+38.8%
PFG vs CLBK
+63.8%
-25.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | +5.9% | +3.4% | +2.5% | +4.7% |
| 3M | -0.4% | -4.3% | +3.8% | +1.0% |
| 6M | +14.8% | +28.4% | -13.5% | +4.2% |
| YTD | +31.9% | +59.4% | -27.5% | +9.6% |
| 1Y | +38.8% | +64.8% | -26.0% | +12.1% |
| All | +38.8% | +63.8% | -25.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling